The "euro" people are taking great pains not to offend any European
country by using one language or symbol instead of another.
The "United Nations" or "U. N.," however, is a different story. It's an
Americanism!
OED's entry is abysmal. (I swear that I don't make these things up to
anger Fred Shapiro.) The first citation is, of course, British:

1942 _Daily Tel._ 28 Jan. 3/3 But at any rate it will be long enough for Japan
to inflict...losses upon all of the United Nations who have...possession in
the Far East.

The United Nations is defined "in the war of 1939-45, the Allied nations
who united against the Axis powers; hence, an international peace-seeking
organization of these and many other States, founded by charter in 1945 (in
full, _United Nations Organization_)."
"United Nations" was indexed by both the 1942 Reader's Guide and the New
York Times Index. This Associated Press story made at least a hundred
newspapers and is in the New York Times, 3 January 1942, pg. 4, col. 2:

_Term 'United Nations'_
_Selected by Roosevelt_
WASHINGTON, Jan. 2--The countries battling Axis powers were officially
designated today as the "united nations."
They so described themselves in the pact in which they promised to make no
separate peace with their enemies.
The designation, it was learned, was the result of long thought by President
Roosevelt. He had been working night and day on the pact, and he pondered the
designation "united nations" until 2:30 Wednesday morning.
He wanted an adequate description, it was understood, which would avoid
calling the signatories the "associated" or "allied" powers.
During the last World War when these latter terms were used, it was
recalled, there was some opposition to alignment with any foreign powers.

The "Declaration by United Nations" in "the struggle for victory over
Hitlerism. Done at Washington, January First, 1942" made the front page of
just about every newspaper everywhere. Newsweek of 12 January 1942 had on
pages 19- 21: "United Nations Gear Strategy to Closing In on Axis Powers."
Time had a story on 19 January 1942, pages 13-14:

FOREIGN RELATIONS
_The United Nations_
A new phrase, the United Nations, slipped into the world's vocabulary.
Editorial writers and military commentators used it glibly. And last week
they began to wonder what, exactly, it meant--that pact by which 26 nations
bound themselves fortnight ago not to make a separate peace with their Axis
enemies.

The New York Times, 11 January 1942, Section IV, pg. 7, col. 7, had this
letter:

_EXPRESSION: Use Approved_
In his message to Congress the President used many times the term "United
Nations." What a stirring expression! Let's hope it will still be used after
the war is over and at the peace table.--
PHYLLIS KOEMA, Woodside, N. Y.

This historical record of the origin of "United Nations"--an
Americanism--should be properly recorded.